+222.9%
PH vs ALHC
-61.8%
+284.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +3.0% | +3.9% | -0.8% | +2.7% |
| 30D | -0.6% | -3.6% | +3.0% | -0.5% |
| 3M | -10.7% | -49.4% | +38.7% | -7.4% |
| 6M | +9.1% | -59.5% | +68.5% | +13.9% |
| YTD | +9.5% | -63.2% | +72.7% | +14.8% |
| 1Y | +14.0% | -55.5% | +69.5% | +18.1% |
| 3Y | +138.9% | +23.0% | +115.9% | +123.1% |
| 5Y | +209.1% | -65.7% | +274.9% | +206.1% |
| All | +222.9% | -61.8% | +284.8% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling